Independent Analytics. Institutional Rigor.
NAME Analytical is an independent quantitative research lab delivering rigorous, transparent, and reliable analytics to institutional investors. We design and back-test investment methodologies across asset classes, bridging the gap between economic raw data, asset allocation ,and the risk taken.
Our analysis transforms a standard Fund Fact Sheet into a comprehensive risk assessment.
The process begins with a simple Fact Sheet. We extract track record data to reconcile monthly returns with stated volatility and establecer a behavior profile.
We move beyond the surface to isolate regime dependencies using stress events, revealing vulnerabilities hidden in benign market environments.
Benchmarking against curated peer groups to distinguish genuine alpha from beta-heavy approaches within the global hedge fund universe.
Systematic gap analysis between financial pricing and macro-economic fundamentals.
Detecting valuation discrepancies relative to macro fundamentals through cross-asset modeling and contrarian positioning.
Surveillance of volatility regimes and risk-parity deviations to ensure alignment with shifting market dynamics.
Quantitative studies on JPY regimes, carry trade dynamics, and systematic valuation.
Applying K-means clustering to detect structural shifts between Carry-Trade dominance and Gold-linked mean reversion regimes since 1996.
A quantitative assessment of carry dynamics through Purchasing Power Parity (PPP), pinpointing critical thresholds for strategic decision-making.
Access our research terminal or request bespoke fund due diligence.